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GME vs. AMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GME and AMC is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

GME vs. AMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GameStop Corp. (GME) and AMC Entertainment Holdings, Inc. (AMC). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
24.61%
-8.15%
GME
AMC

Key characteristics

Sharpe Ratio

GME:

0.51

AMC:

-0.29

Sortino Ratio

GME:

2.05

AMC:

0.24

Omega Ratio

GME:

1.30

AMC:

1.03

Calmar Ratio

GME:

0.86

AMC:

-0.32

Martin Ratio

GME:

1.78

AMC:

-0.97

Ulcer Index

GME:

42.79%

AMC:

33.30%

Daily Std Dev

GME:

149.12%

AMC:

112.37%

Max Drawdown

GME:

-93.43%

AMC:

-99.27%

Current Drawdown

GME:

-65.68%

AMC:

-98.77%

Fundamentals

Market Cap

GME:

$13.15B

AMC:

$1.62B

EPS

GME:

$0.20

AMC:

-$1.36

PEG Ratio

GME:

0.86

AMC:

1.42

Total Revenue (TTM)

GME:

$4.33B

AMC:

$4.44B

Gross Profit (TTM)

GME:

$1.17B

AMC:

$1.05B

EBITDA (TTM)

GME:

$16.60M

AMC:

$351.90M

Returns By Period

In the year-to-date period, GME achieves a 70.11% return, which is significantly higher than AMC's -31.70% return. Over the past 10 years, GME has outperformed AMC with an annualized return of 16.59%, while AMC has yielded a comparatively lower -25.81% annualized return.


GME

YTD

70.11%

1M

4.82%

6M

24.61%

1Y

75.62%

5Y*

82.07%

10Y*

16.59%

AMC

YTD

-31.70%

1M

-5.86%

6M

-8.13%

1Y

-31.14%

5Y*

-36.84%

10Y*

-25.81%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GME vs. AMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) and AMC Entertainment Holdings, Inc. (AMC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for GME, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.51-0.29
The chart of Sortino ratio for GME, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.050.24
The chart of Omega ratio for GME, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.03
The chart of Calmar ratio for GME, currently valued at 0.86, compared to the broader market0.002.004.006.000.86-0.32
The chart of Martin ratio for GME, currently valued at 1.78, compared to the broader market-5.000.005.0010.0015.0020.0025.001.78-0.97
GME
AMC

The current GME Sharpe Ratio is 0.51, which is higher than the AMC Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of GME and AMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.51
-0.29
GME
AMC

Dividends

GME vs. AMC - Dividend Comparison

Neither GME nor AMC has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%2.23%
AMC
AMC Entertainment Holdings, Inc.
0.00%0.00%0.03%0.00%2.61%20.39%35.30%9.77%4.39%6.15%4.23%0.00%

Drawdowns

GME vs. AMC - Drawdown Comparison

The maximum GME drawdown since its inception was -93.43%, smaller than the maximum AMC drawdown of -99.27%. Use the drawdown chart below to compare losses from any high point for GME and AMC. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-65.68%
-98.77%
GME
AMC

Volatility

GME vs. AMC - Volatility Comparison

GameStop Corp. (GME) has a higher volatility of 20.74% compared to AMC Entertainment Holdings, Inc. (AMC) at 17.66%. This indicates that GME's price experiences larger fluctuations and is considered to be riskier than AMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
20.74%
17.66%
GME
AMC

Financials

GME vs. AMC - Financials Comparison

This section allows you to compare key financial metrics between GameStop Corp. and AMC Entertainment Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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